Wavelets and Estimation of Discontinuous Functions

Wavelets and Estimation of Discontinuous Functions The paper considers the problem of estimating a signal with finitely many points of discontinuity from observations against white Gaussian noise. It is shown that, with an appropriate choice of a generator polynomial, an estimation method based on wavelets yields asymptotically minimax (up to a constant) estimates for functions sufficiently smooth outside the discontinuity points. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Problems of Information Transmission Springer Journals

Wavelets and Estimation of Discontinuous Functions

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Publisher
Springer Journals
Copyright
Copyright © 2004 by MAIK “Nauka/Interperiodica”
Subject
Engineering; Communications Engineering, Networks; Electrical Engineering; Information Storage and Retrieval; Systems Theory, Control
ISSN
0032-9460
eISSN
1608-3253
D.O.I.
10.1023/B:PRIT.0000044258.38384.99
Publisher site
See Article on Publisher Site

Abstract

The paper considers the problem of estimating a signal with finitely many points of discontinuity from observations against white Gaussian noise. It is shown that, with an appropriate choice of a generator polynomial, an estimation method based on wavelets yields asymptotically minimax (up to a constant) estimates for functions sufficiently smooth outside the discontinuity points.

Journal

Problems of Information TransmissionSpringer Journals

Published: Oct 27, 2004

References

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